+826.3%
MTSI vs URA
-23.0%
+849.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -5.3% | -13.1% | -15.7% |
| 7D | -24.6% | -13.3% | -11.3% | -18.5% |
| 30D | -45.7% | -25.9% | -19.8% | -36.3% |
| 3M | -27.7% | -27.8% | 0.0% | -14.2% |
| 6M | -37.3% | -42.8% | +5.5% | -16.7% |
| YTD | +11.1% | -27.5% | +38.6% | +29.0% |
| 1Y | +27.2% | -35.1% | +62.3% | +55.3% |
| 3Y | +153.7% | +31.1% | +122.6% | +109.4% |
| 5Y | +159.0% | +29.8% | +129.2% | +103.7% |
| 10Y | +405.6% | +265.1% | +140.5% | +114.0% |
| All | +826.3% | -23.0% | +849.3% | +572.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling